+800.2%
LNG vs STLA
-4.1%
+804.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +11.3% | -13.8% | +25.1% | +14.2% |
| 30D | +10.6% | -10.5% | +21.2% | +12.3% |
| 3M | +16.1% | -28.9% | +45.0% | +22.5% |
| 6M | +29.6% | -49.7% | +79.3% | +45.3% |
| YTD | +60.3% | -64.9% | +125.2% | +90.6% |
| 1Y | +46.1% | -64.0% | +110.1% | +72.1% |
| 3Y | +85.9% | -77.4% | +163.4% | +134.8% |
| 5Y | +210.8% | -74.4% | +285.3% | +267.0% |
| All | +800.2% | -4.1% | +804.3% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling